Finance-Python/examples/example_101.py at master · alpha-miner/Finance-Python · GitHub

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# -*- coding: utf-8 -*-

u"""

Created on 2016-12-25

@author: cheng.li

"""

import datetime as dt

import pandas as pd

sample_data = pd.DataFrame(

data={'code': [1, 2, 1, 2, 1, 2],

'open': [2.0, 1.0, 1.5, 3.0, 2.4, 3.5],

'close': [1.7, 1.6, 0.9, 3.8, 1.6, 2.1]},

index=[dt.datetime(2016, 1, 1),

dt.datetime(2016, 1, 1),

dt.datetime(2016, 1, 2),

dt.datetime(2016, 1, 3),

dt.datetime(2016, 1, 3)]

)

sample_data = sample_data[['code', 'open', 'close']]

if __name__ == '__main__':

from PyFin.api import MA

ts = MA(2, 'close')

res = ts.transform(sample_data, name='ma_2_no_code')

print(res)

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